+187.0%
EXPE vs SW
+42.5%
+144.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.1% | +6.5% | +9.4% |
| 7D | +14.6% | +12.1% | +2.6% | +11.1% |
| 30D | +21.4% | +6.6% | +14.9% | +19.3% |
| 3M | +1.4% | -6.0% | +7.4% | +3.0% |
| 6M | +28.6% | +21.5% | +7.1% | +21.7% |
| YTD | +12.1% | +20.3% | -8.2% | +5.6% |
| 1Y | +50.0% | +28.1% | +21.9% | +38.9% |
| All | +187.0% | +42.5% | +144.5% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling